American Equity Investment Life Holding Co (AEL)
56.21
+0.22
(+0.39%)
USD |
NYSE |
Apr 25, 16:00
55.90
-0.31
(-0.55%)
Pre-Market: 20:00
American Equity Investment Life Max Drawdown (5Y): 68.63% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.63% |
February 29, 2024 | 68.63% |
January 31, 2024 | 68.63% |
December 31, 2023 | 68.63% |
November 30, 2023 | 68.63% |
October 31, 2023 | 68.63% |
September 30, 2023 | 68.63% |
August 31, 2023 | 68.63% |
July 31, 2023 | 68.63% |
June 30, 2023 | 68.63% |
May 31, 2023 | 68.63% |
April 30, 2023 | 68.63% |
March 31, 2023 | 68.63% |
February 28, 2023 | 68.63% |
January 31, 2023 | 68.63% |
December 31, 2022 | 68.63% |
November 30, 2022 | 68.63% |
October 31, 2022 | 68.63% |
September 30, 2022 | 68.63% |
August 31, 2022 | 68.63% |
July 31, 2022 | 68.63% |
June 30, 2022 | 68.63% |
May 31, 2022 | 68.63% |
April 30, 2022 | 68.63% |
March 31, 2022 | 68.63% |
Date | Value |
---|---|
February 28, 2022 | 68.63% |
January 31, 2022 | 68.63% |
December 31, 2021 | 68.63% |
November 30, 2021 | 68.63% |
October 31, 2021 | 68.63% |
September 30, 2021 | 68.63% |
August 31, 2021 | 68.63% |
July 31, 2021 | 68.63% |
June 30, 2021 | 68.63% |
May 31, 2021 | 68.63% |
April 30, 2021 | 68.63% |
March 31, 2021 | 68.63% |
February 28, 2021 | 68.63% |
January 31, 2021 | 68.63% |
December 31, 2020 | 68.63% |
November 30, 2020 | 68.63% |
October 31, 2020 | 68.63% |
September 30, 2020 | 68.63% |
August 31, 2020 | 68.63% |
July 31, 2020 | 68.63% |
June 30, 2020 | 68.63% |
May 31, 2020 | 68.63% |
April 30, 2020 | 68.63% |
March 31, 2020 | 68.63% |
February 29, 2020 | 56.47% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
56.47%
Minimum
Apr 2019
68.63%
Maximum
Mar 2020
66.40%
Average
68.63%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lincoln National Corp | 79.20% |
Atlantic American Corp | 75.90% |
National Western Life Group Inc | 66.42% |
Brighthouse Financial Inc | 76.93% |
Vericity Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.288 |
Beta (5Y) | 0.7997 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.63% |
Historical Sharpe Ratio (5Y) | 0.3454 |
Historical Sortino (5Y) | 0.4486 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.79% |